Basic trade sink functionality

migrations/0002_trade.py

@@ -0,0 +1,32 @@
+# -*- coding: utf-8 -*-
+# Generated by Django 1.10.6 on 2017-03-06 14:17
+from __future__ import unicode_literals
+
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('dashboard', '0001_initial'),
+    ]
+
+    operations = [
+        migrations.CreateModel(
+            name='Trade',
+            fields=[
+                ('id', models.AutoField(auto_created=True, primary_key=True, serialize=False, verbose_name='ID')),
+                ('account', models.CharField(max_length=256)),
+                ('security', models.CharField(max_length=256)),
+                ('price', models.DecimalField(decimal_places=10, max_digits=20)),
+                ('quantity', models.IntegerField()),
+                ('volume', models.DecimalField(decimal_places=10, max_digits=25)),
+                ('volumeCurrency', models.CharField(max_length=10)),
+                ('strategyId', models.CharField(max_length=64)),
+                ('signalId', models.CharField(max_length=64)),
+                ('comment', models.CharField(max_length=256)),
+                ('timestamp', models.DateTimeField()),
+                ('balanced', models.BooleanField(default=False)),
+            ],
+        ),
+    ]

models.py

@@ -2,3 +2,17 @@ from django.db import models
 
 class RobotInstance(models.Model):
     instanceId = models.CharField(max_length=255)
+
+class Trade(models.Model):
+    account = models.CharField(max_length=256)
+    security = models.CharField(max_length=256)
+    price = models.DecimalField(max_digits=20, decimal_places=10)
+    quantity = models.IntegerField()
+    volume = models.DecimalField(max_digits=25, decimal_places=10)
+    volumeCurrency = models.CharField(max_length=10)
+    strategyId = models.CharField(max_length=64)
+    signalId = models.CharField(max_length=64)
+    comment = models.CharField(max_length=256)
+    timestamp = models.DateTimeField()
+    balanced = models.BooleanField(default=False)
+

templates/dashboard/base.html

@@ -16,6 +16,7 @@
         </div>
         <ul class="nav navbar-nav">
             <li><a href="{% url 'overview' %}">Overview</a></li>
+            <li><a href="{% url 'trades_index' %}">Trades</a></li>
         </ul>
     </nav>
 

templates/dashboard/trades.html

@@ -0,0 +1,33 @@
+{% extends "dashboard/base.html" %}
+{% load mathfilters %}
+
+{% block content %}
+<table class="table table-condensed">
+    <tr>
+        <td>Time</td>
+        <td>Account</td>
+        <td>Security</td>
+        <td>Operation</td>
+        <td>Price</td>
+        <td>Quantity</td>
+        <td>Volume</td>
+        <td>Strategy ID</td>
+        <td>Signal ID</td>
+        <td></td>
+    </tr>
+{% for trade in trades %}
+    <tr>
+        <td>{{ trade.timestamp }}</td>
+        <td>{{ trade.account }}</td>
+        <td>{{ trade.security }}</td>
+        <td>{% if trade.quantity > 0 %} Buy {% else %} Sell {% endif %}</td>
+        <td>{{ trade.price }}</td>
+        <td>{{ trade.quantity|abs }}</td>
+        <td>{{ trade.volume|stringformat:".3f"}} {{ trade.volumeCurrency }}</td>
+        <td>{{ trade.strategyId }}</td>
+        <td>{{ trade.signalId }}</td>
+        <td><button type="button" class="btn btn-danger" onclick="if(window.confirm('Confirm deletion')) { document.location.href = '/delete_trade?id={{ trade.pk }}'}; return false;">Delete</button></td>
+    </tr>
+{% endfor %}
+</table>
+{% endblock %}

tradesink.py

@@ -0,0 +1,55 @@
+import os
+os.environ.setdefault("DJANGO_SETTINGS_MODULE", "atrade_dashboard.settings")
+import django
+django.setup()
+
+import zmq
+import argparse
+import datetime
+from dashboard.models import Trade
+
+def parse_timestamp(ts):
+    return datetime.datetime.strptime(ts, '%Y-%m-%d %H:%M:%S.%f')
+
+def store_trade(j):
+    quantity = int(j['quantity'])
+    if j['operation'] == 'sell':
+        quantity = -quantity
+    elif j['operation'] != 'buy':
+        raise Exception('Invalid operation: ' + j['operation'])
+    ts = parse_timestamp(j['execution-time'])
+    trade = Trade(account=j['account'], security=j['security'], price=float(j['price']), quantity=quantity, volume=float(j['volume']), volumeCurrency=j['volume-currency'], strategyId=j['strategy'],
+                signalId=j['signal-id'], comment=j['order-comment'], timestamp=ts)
+    trade.save()
+
+
+def handle_cmd(cmd):
+    try:
+        if 'command' in cmd.keys():
+            return { 'response' : 'ok' }
+        elif 'trade' in cmd.keys():
+            store_trade(cmd['trade'])
+            return { 'response' : 'ok' }
+    except Exception as e:
+        print(e)
+    return { 'response' : 'error' }
+
+def main():
+    parser = argparse.ArgumentParser(description='Trade sink process')
+    parser.add_argument('-e', '--endpoint', action='store', help='Trade sink endpoint')
+    args = parser.parse_args()
+
+    ctx = zmq.Context.instance()
+    s = ctx.socket(zmq.REP)
+    s.bind(args.endpoint)
+
+    while True:
+        events = s.poll(1000, zmq.POLLIN)
+        if events == zmq.POLLIN:
+            cmd = s.recv_json()
+            response = handle_cmd(cmd)
+            s.send_json(response)
+
+
+if __name__ == "__main__":
+    main()

urls.py

@@ -7,5 +7,6 @@ urlpatterns = [
         url(r'^$', views.overview, name='overview'),
         url(r'^add_instance$', views.add_instance, name='add_instance'),
         url(r'^delete_instance/(?P<instance_id>[^/]+)$', views.delete_instance, name='delete_instance'),
+        url(r'^trades/$', views.trades_index, name='trades_index'),
 
 ]

views.py

@@ -5,7 +5,7 @@ from django.shortcuts import render, get_object_or_404
 from django.urls import reverse
 from django.contrib import messages
 
-from .models import RobotInstance
+from .models import RobotInstance, Trade
 import redis
 import json
 import datetime
@@ -70,3 +70,10 @@ def delete_instance(request, instance_id):
     instance.delete()
     return HttpResponseRedirect(reverse('overview'))
 
+def trades_index(request):
+    trades = Trade.objects.all()
+    template = loader.get_template('dashboard/trades.html')
+    context = {
+            'trades' : trades
+            }
+    return HttpResponse(template.render(context, request))